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ADMINISTRATIVE INFORMATION
  Title Short Term European Paper Statistics (STEP Statistics)
  Data source European Central Bank (ECB)
  Contact email address Statistical Information Request form
  Contact organisation unit ECB Statistics
  Comment Download the series catalogue (complete list of series) of the dataset STP (Public) (including the metadata): Excel 2013  or the earlier Excel versions.
 
LEGAL AND INSTITUTIONAL ENVIRONMENT
  Institutional mandate STEP reporting guidelines at http://www.ecb.europa.eu/stats/pdf/money/step/ReportingInstructions.pdf
 
SCOPE
  Data presentation - Summary description The STEP statistics concern short-term debt securities issued in the context of programmes that have received the STEP label from the STEP Market Committee (http://www.stepmarket.org). The STEP dataset comprises daily statistics on aggregated outstanding amounts and new issues and on yields and spreads for securities issued in euro under STEP programmes. The daily yield statistics encompass annualised yields for STEP-labelled zero coupon issues, referring to the primary market interest rates originally agreed between an issuer and an investor. Yield statistics are also available for STEP issues priced with a spread against reference interest rates. The underlying security by security data are collected with daily frequency at ISIN and settlement level from the eligible data providers.
 
METHODOLOGICAL INFORMATION
  Source data type National Settlement Systems, International Settlement Systems, National Central Banks of the European Union and other national institutions approved as data providers by the STEP Market Committee.
  Data collection method STEP methodological notes at http://www.ecb.europa.eu/stats/pdf/money/step/STEP_Methodological_Notes.pdf . 
Rating classification: Highest credit rating: issues with an underlying rating equal to A1, P1 or F1. High credit rating: issues rated A2, P2 or F2.
  Time period 2007 to present
  Frequency of data collection Business
 
QUALITY
  Punctuality Weekly
  Timeliness Publication on the first business day during following calendar week
 
DISSEMINATION
  Dissemination format SDW and the ECB webpage at http://www.ecb.europa.eu/stats/money/step/html/index.en.html
 
MISCELLANEOUS
  Metadata last update 19/NOV/2018 16:32:18

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